+1,434.0%
MU vs CLBK
+62.9%
+1,371.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.3% |
| 7D | -12.0% | +1.8% | -13.8% | -12.6% |
| 30D | -28.7% | +5.1% | -33.8% | -30.3% |
| 3M | -16.4% | +5.2% | -21.6% | -18.5% |
| 6M | -1.8% | +28.6% | -30.4% | -12.9% |
| YTD | +157.1% | +61.4% | +95.7% | +104.2% |
| 1Y | +208.5% | +64.7% | +143.8% | +142.1% |
| 3Y | +906.2% | +55.1% | +851.0% | +677.5% |
| 5Y | +893.4% | +28.4% | +865.0% | +685.7% |
| All | +1,434.0% | +62.9% | +1,371.1% | +856.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling